CME Australian Dollar Future March 2021

Trading Metrics calculated at close of trading on 12-Jan-2021

Day Change Summary
	Previous	Current
	11-Jan-2021	12-Jan-2021	Change	Change %	Previous Week
Open	0.7760	0.7698	-0.0062	-0.8%	0.7703
High	0.7762	0.7781	0.0020	0.3%	0.7825
Low	0.7669	0.7690	0.0022	0.3%	0.7647
Close	0.7710	0.7774	0.0064	0.8%	0.7753
Range	0.0093	0.0091	-0.0002	-2.2%	0.0178
ATR	0.0075	0.0076	0.0001	1.5%	0.0000
Volume	105,748	93,527	-12,221	-11.6%	630,112

Daily Pivots for day following 12-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8021	0.7988	0.7824
R3	0.7930	0.7897	0.7799
R2	0.7839	0.7839	0.7790
R1	0.7806	0.7806	0.7782	0.7823
PP	0.7748	0.7748	0.7748	0.7756
S1	0.7715	0.7715	0.7765	0.7732
S2	0.7657	0.7657	0.7757
S3	0.7566	0.7624	0.7748
S4	0.7475	0.7533	0.7723

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8274	0.8191	0.7851
R3	0.8097	0.8014	0.7802
R2	0.7919	0.7919	0.7786
R1	0.7836	0.7836	0.7769	0.7878
PP	0.7742	0.7742	0.7742	0.7762
S1	0.7659	0.7659	0.7737	0.7700
S2	0.7564	0.7564	0.7720
S3	0.7387	0.7481	0.7704
S4	0.7209	0.7304	0.7655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7825	0.7669	0.0156	2.0%	0.0087	1.1%	67%	False	False	115,315
10	0.7825	0.7585	0.0240	3.1%	0.0083	1.1%	79%	False	False	106,110
20	0.7825	0.7471	0.0354	4.5%	0.0074	1.0%	86%	False	False	95,775
40	0.7825	0.7228	0.0597	7.7%	0.0066	0.9%	91%	False	False	57,456
60	0.7825	0.6996	0.0829	10.7%	0.0068	0.9%	94%	False	False	38,330
80	0.7825	0.6996	0.0829	10.7%	0.0067	0.9%	94%	False	False	28,752
100	0.7825	0.6996	0.0829	10.7%	0.0065	0.8%	94%	False	False	23,004

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8168
2.618	0.8019
1.618	0.7928
1.000	0.7872
0.618	0.7837
HIGH	0.7781
0.618	0.7746
0.500	0.7736
0.382	0.7725
LOW	0.7690
0.618	0.7634
1.000	0.7599
1.618	0.7543
2.618	0.7452
4.250	0.7303

Fisher Pivots for day following 12-Jan-2021
Pivot	1 day	3 day
R1	0.7761	0.7761
PP	0.7748	0.7748
S1	0.7736	0.7736

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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